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Citations of
Peter J. Nigro

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Robert DeYoung & W. Scott Frame & Dennis Glennon & Daniel P. McMillen & Peter J. Nigro, 2007. "Commercial lending distance and historically underserved areas," Working Paper 2007-11, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

    Cited by:

    1. Cerqueiro, G.M. & Degryse, H.A. & Ongena, S., 2007. "Rules versus Discretion in Loan Rate Setting," Discussion Paper 2007-59, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    2. John R. Walter & Patricia E. Wescott, 2008. "Antitrust analysis in banking : goals, methods, and justifications in a changed environment," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 45-72. [Downloadable!]
    3. Kenneth P. Brevoort & John D. Wolken, 2008. "Does distance matter in banking?," Finance and Economics Discussion Series 2008-34, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

Articles

  1. DeYoung, Robert & Glennon, Dennis & Nigro, Peter, 2008. "Borrower-lender distance, credit scoring, and loan performance: Evidence from informational-opaque small business borrowers," Journal of Financial Intermediation, Elsevier, vol. 17(1), pages 113-143, January. [Downloadable!] (restricted)

    Cited by:

    1. W. Scott Frame & Lawrence J. White, 2009. "Technological change, financial innovation, and diffusion in banking," Working Paper 2009-10, Federal Reserve Bank of Atlanta. [Downloadable!]
    2. Sherrill Shaffer, 2008. "Financial Performance Of Small Business Loans: Indirect Evidence," CAMA Working Papers 2008-28, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    3. Ridhwan, M.M. & Nijkamp, P. & Rietveld, P. & Groot, H.L.F. de, 2008. "Regional development and monetary policy : a review of the role of monetary unions, capital mobility and locational effects," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    4. Sherrill Shaffer & Robert N. Collender, 2008. "Rural Economic Performance And Federal Credit Programs," CAMA Working Papers 2008-26, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    5. de la Torre, Augusto & Soledad Martinez Peria, Maria & Schmukler , Sergio L., 2008. "Bank involvement with SMEs : beyond relationship lending," Policy Research Working Paper Series 4649, The World Bank. [Downloadable!]

  2. DeYoung, Robert & Frame, W. Scott & Glennon, Dennis & McMillen, Daniel P. & Nigro, Peter, 2008. "Commercial lending distance and historically underserved areas," Journal of Economics and Business, Elsevier, vol. 60(1-2), pages 149-164. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Robert DeYoung & Dennis Glennon & Peter Nigro, 2005. "Borrower-lender distance, credit scoring, and the performance of small business loans," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 299-309.

    Cited by:

    1. Gabriel Jiménez & Vicente Salas-Fumás & Jesús Saurina, 2008. "Organizational distance and use of collateral for business loans," Banco de España Working Papers 0816, Banco de España. [Downloadable!]
    2. Allen N. Berger & Adrian M. Cowan & W. Scott Frame, 2009. "The surprising use of credit scoring in small business lending by community banks and the attendant effects on credit availability and risk," Working Paper 2009-09, Federal Reserve Bank of Atlanta. [Downloadable!]
    3. Sumit Agarwal & Robert Hauswald, 2008. "The choice between arm's-length and relationship debt: evidence from e-loans," Working Paper Series WP-08-10, Federal Reserve Bank of Chicago. [Downloadable!]
    4. Yuliya Demyanyk, 2006. "U.S. banking deregulation and self-employment: a differential impact on those in need," Supervisory Policy Analysis Working Papers 2006-01, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    5. Erel, Isil, 2007. "The Effect of Bank Mergers on Loan Prices: Evidence from the U.S," Working Paper Series 2006-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    6. O. Emre Ergungor, 2006. "Bank branch presence and access to credit in low-to-moderate income neighborhoods," Working Paper 0616, Federal Reserve Bank of Cleveland. [Downloadable!]
    7. Kenneth P. Brevoort & John D. Wolken, 2008. "Does distance matter in banking?," Finance and Economics Discussion Series 2008-34, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    8. O. Emre Ergungor, 2006. "Foreclosures: relationship lending in the consumer market and its aftermath," Working Paper 0617, Federal Reserve Bank of Cleveland. [Downloadable!]
    9. James R. Barth & Glenn Yago & Betsy Zeidman, 2006. "Stumbling blocks to entrepreneurship in low-and-moderate income communities," Proceedings – Community Affairs Dept. Conferences, Federal Reserve Bank of Kansas City, issue Jul, pages 91-155. [Downloadable!]

  4. Jonathan D. Jones & William W. Lang & Peter J. Nigro, 2005. "Agent Bank Behavior In Bank Loan Syndications," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 28(3), pages 385-402. [Downloadable!] (restricted)

    Cited by:

    1. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Evan Gatev & Philip Strahan, 2008. "Liquidity Risk and Syndicate Structure," NBER Working Papers 13802, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Jian Cai, 2009. "Competition or collaboration? The reciprocity effect in loan syndication," Working Paper 0909, Federal Reserve Bank of Cleveland. [Downloadable!]
    4. de Haas, Ralph & van Horen, Neeltje, 2009. "The crisis as a wake-up call. Do banks tighten screening and monitoring standards during a financial crisis?," MPRA Paper 14164, University Library of Munich, Germany. [Downloadable!]
    5. Mark Pyles & Donald Mullineax, 2008. "Constraints on Loan Sales and the Price of Liquidity," Journal of Financial Services Research, Springer, vol. 33(1), pages 21-36, February. [Downloadable!] (restricted)

  5. Glennon, Dennis & Nigro, Peter, 2005. "Measuring the Default Risk of Small Business Loans: A Survival Analysis Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 923-47, October.

    Cited by:

    1. Neus Herranz & Stefan Krasa & Anne Villamil, 2009. "Small firms in the SSBF," Annals of Finance, Springer, vol. 5(3), pages 341-359, June. [Downloadable!] (restricted)
    2. Katheryn N. Russ & Diego Valderrama, 2009. "A Theory of Banks, Bonds, and the Distribution of Firm Size," NBER Working Papers 15454, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Dennis Glennon & Peter Nigro, 2005. "An Analysis of SBA Loan Defaults by Maturity Structure," Journal of Financial Services Research, Springer, vol. 28(1), pages 77-111, October. [Downloadable!] (restricted)

  6. Dennis Glennon & Peter Nigro, 2005. "An Analysis of SBA Loan Defaults by Maturity Structure," Journal of Financial Services Research, Springer, vol. 28(1), pages 77-111, October. [Downloadable!] (restricted)

    Cited by:

    1. Jesper Tor Jacobson & Kasper Roszbach Lindé, 2004. "Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Di Erent?," Departmental Working Papers 199, Tor Vergata University, CEIS. [Downloadable!]
      Other versions:
    2. Stijn Claessens & Jan Krahnen & William Lang, 2005. "The Basel II Reform and Retail Credit Markets," Journal of Financial Services Research, Springer, vol. 28(1), pages 5-13, October. [Downloadable!] (restricted)

  7. Keith D. Harvey & Peter J. Nigro, 2004. "Do Predatory Lending Laws Influence Mortgage Lending? An Analysis of the North Carolina Predatory Lending Law," The Journal of Real Estate Finance and Economics, Springer, vol. 29(4), pages 435-456, December. [Downloadable!]

    Cited by:

    1. Stephen L. Ross, 2005. "The Continuing Practice and Impact of Discrimination," Working papers 2005-19, University of Connecticut, Department of Economics, revised Jul 2006. [Downloadable!]
    2. W. Scott Frame & Lawrence J. White, 2009. "Technological change, financial innovation, and diffusion in banking," Working Paper 2009-10, Federal Reserve Bank of Atlanta. [Downloadable!]
    3. Giang Ho & Anthony Pennington-Cross, 2006. "Predatory lending laws and the cost of credit," Working Papers 2006-022, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    4. Giang Ho & Anthony Pennington-Cross, 2007. "The varying effects of predatory lending laws on high-cost mortgage applications," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 39-60. [Downloadable!]
    5. Kristopher S. Gerardi & Paul S. Willen, 2009. "Subprime mortgages, foreclosures, and urban neighborhoods," Working Paper 2009-01, Federal Reserve Bank of Atlanta. [Downloadable!]
    6. Giang Ho & Anthony Pennington-Cross, 2005. "The impact of local predatory lending laws," Working Papers 2005-049, Federal Reserve Bank of St. Louis. [Downloadable!]
    7. Giang Ho & Anthony Pennington-Cross, 2006. "The impact of local predatory lending laws on the flow of subprime credit," Working Papers 2006-009, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  8. Keith D. Harvey & Peter J. Nigro, 2003. "How Do Predatory Lending Laws Influence Mortgage Lending in Urban Areas? A Tale of Two Cities," Journal of Real Estate Research, American Real Estate Society, vol. 25(4), pages 479-508. [Downloadable!]

    Cited by:

    1. W. Scott Frame & Lawrence J. White, 2009. "Technological change, financial innovation, and diffusion in banking," Working Paper 2009-10, Federal Reserve Bank of Atlanta. [Downloadable!]
    2. Danny Ben-Shahar, 2008. "Default, Credit Scoring, and Loan-to-Value: a Theoretical Analysis under Competitive and Non-Competitive Mortgage Markets," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 161-190. [Downloadable!]
    3. Giang Ho & Anthony Pennington-Cross, 2006. "Predatory lending laws and the cost of credit," Working Papers 2006-022, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    4. Giang Ho & Anthony Pennington-Cross, 2007. "The varying effects of predatory lending laws on high-cost mortgage applications," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 39-60. [Downloadable!]
    5. Giang Ho & Anthony Pennington-Cross, 2005. "The impact of local predatory lending laws," Working Papers 2005-049, Federal Reserve Bank of St. Louis. [Downloadable!]
    6. Giang Ho & Anthony Pennington-Cross, 2006. "The impact of local predatory lending laws on the flow of subprime credit," Working Papers 2006-009, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  9. M. Cary Collins & Keith D. Harvey & Peter J. Nigro, 2002. "The Influence of Bureau Scores, Customized Scores and Judgmental Review on the Bank Underwriting Decision-Making Process," Journal of Real Estate Research, American Real Estate Society, vol. 24(2), pages 129-152. [Downloadable!]

    Cited by:

    1. Danny Ben-Shahar, 2008. "Default, Credit Scoring, and Loan-to-Value: a Theoretical Analysis under Competitive and Non-Competitive Mortgage Markets," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 161-190. [Downloadable!]

  10. Harvey, Keith D, et al, 2001. "Disparities in Mortgage Lending, Bank Performance, Economic Influence, and Regulatory Oversight," The Journal of Real Estate Finance and Economics, Springer, vol. 23(3), pages 379-410, November. [Downloadable!] (restricted)

    Cited by:

    1. Glenn B. Canner & Elizabeth Laderman & Andreas Lehnert & Wayne Passmore, 2002. "Does the Community Reinvestment Act (CRA) cause banks to provide a subsidy to some mortgage borrowers?," Finance and Economics Discussion Series 2002-19, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  11. Jonathan D. Jones & William W. Lang & Peter Nigro, 2001. "Recent trends in bank loan syndications: evidence for 1995-1999," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 328-352.

    Cited by:

    1. Benjamin C. Esty & William L. Megginson, 2002. "Legal risk as a determinant of syndicate structure in the project finance loan market," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 335-363. [Downloadable!]
    2. Yener Altunbaş & Alper Kara & David Marqués-Ibáñez, 2009. "Large debt financing: syndicated loans versus corporate bonds," Working Paper Series 1028, European Central Bank. [Downloadable!]
    3. Jim Armstrong, 2003. "The Syndicated Loan Market: Developments in the North American Context," Working Papers 03-15, Bank of Canada. [Downloadable!]

  12. Alexander, Gordon J. & Jones, Jonathan D. & Nigro, Peter J., 1998. "Mutual fund shareholders: characteristics, investor knowledge, and sources of information," Financial Services Review, Elsevier, vol. 7(4), pages 301-316. [Downloadable!] (restricted)

    Cited by:

    1. Javier Gil-Bazo & Pablo Ruiz-Verdu, 2005. "When Cheaper Is Better: Fee Determination In The Market For Equity Mutual Funds," Business Economics Working Papers wb054309, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
    2. Gary Burtless, 2009. "Lessons of the Financial Crisis for the Design of National Pension Systems," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    3. Todd Houge & Jay Wellman, 2007. "The Use and Abuse of Mutual Fund Expenses," Journal of Business Ethics, Springer, vol. 70(1), pages 23-32, January. [Downloadable!] (restricted)
    4. James J. Choi & David Laibson & Brigitte C. Madrian & Andrew Metrick, 2004. "Saving or Retirement on the Path of Least Resistance," Levine's Bibliography 122247000000000606, UCLA Department of Economics. [Downloadable!]
    5. Miquel Faig & Pauline Shum, 2006. "What Explains Household Stock Holdings?," Working Papers tecipa-218, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    6. Bruce I. Carlin & Simon Gervais, 2009. "Legal Protection in Retail Financial Markets," NBER Working Papers 14972, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Bruce Ian Carlin & Gustavo Manso, 2009. "Obfuscation, Learning, and the Evolution of Investor Sophistication," NBER Working Papers 14954, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Javier Gil-Bazo & Pablo Ruiz-Verdu, 2006. "Yet Another Puzzle? The Relation Between Price And Performance In The Mutual Fund Industry," Business Economics Working Papers wb066519, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]

  13. Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547. [Downloadable!] (restricted)

    Cited by:

    1. Bertrand Rime, 2000. "Bank Capital Behaviour: Empirical Evidence for Switzerland," Working Papers 00.05, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
    2. Raj Aggarwal & Kevin T. Jacques, 1998. "Assessing the impact of prompt corrective action on bank capital and risk," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 23-32. [Downloadable!]
    3. TCHANA TCHANA , Fulbert, 2008. "Regulation and Banking Stability: A Survey of Empirical Studies," MPRA Paper 9298, University Library of Munich, Germany, revised 30 May 2008. [Downloadable!]
    4. G. Dionne & T. M. Harchaoui, 2002. "Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada," THEMA Working Papers 2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    5. J. Evans & J. Simpson & A. A. Mahate & R. Evans, 2004. "Impact of operating and balance sheet performance of Japanese international banks on bank safety levels and risk ratings," Applied Financial Economics, Taylor and Francis Journals, vol. 14(8), pages 599-610, May. [Downloadable!] (restricted)
    6. Iwatsubo, Kentaro, 2005. "Bank Capital Shocks and Portfolio Risk: Evidence from Japan," CEI Working Paper Series 2004-24, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
      Other versions:
    7. Stéphanie Stolz, 2002. "The Relationship between Bank Capital, Risk-Taking, and Capital Regulation: A Review of the Literature," Kiel Working Papers 1105, Kiel Institute for the World Economy. [Downloadable!]
    8. Rasyad A. Parinduri & Yohanes E. Riyanto, 2007. "Do Banks Respond to Capital Requirement? Evidence from Indonesia," Finance Working Papers 946, East Asian Bureau of Economic Research. [Downloadable!]
      Other versions:
    9. Jaap Bikker & Paul Metzemakers, 2004. "Is bank capital procyclical? A cross-country analysis," DNB Working Papers 009, Netherlands Central Bank, Research Department. [Downloadable!]
    10. Socol Adela, 2008. "Capital Adequacy In The Romanian Banking System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 42. [Downloadable!]
    11. Nachane, Dilip & Ghosh, Saibal & Ray, Partha, 2006. "Basel II and bank lending behavior: Some likely implications for monetary policy in India," MPRA Paper 3840, University Library of Munich, Germany. [Downloadable!]
    12. Christophe Godlewski, 2004. "Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies," Finance 0409030, EconWPA. [Downloadable!]
    13. Donsyah Yudistira, 2002. "The Impact of Bank Capital Requirements in Indonesia," Finance 0212002, EconWPA, revised 18 May 2003. [Downloadable!]
    14. Abhiman Das & Saibal Ghosh, 2004. "The Relationship Between Risk and Capital: Evidence from Indian Public Sector Banks," Industrial Organization 0410006, EconWPA. [Downloadable!]
    15. Rubi Ahmad & M. Ariff & Michael Skully, 2008. "The Determinants of Bank Capital Ratios in a Developing Economy," Asia-Pacific Financial Markets, Springer, vol. 15(3), pages 255-272, December. [Downloadable!] (restricted)
    16. Maria Concetta Chiuri & Giovanni Ferri & Giovanni Majnoni, . "The Macroeconomic Impact Of Bank Capital Requirements In Emerging Economies: Past Evidence To Assess The Future," series 0002, Dipartimento di Scienze Economiche - Università di Bari. [Downloadable!]
      Other versions:
    17. Nachane, Dilip & Ghosh, Saibal & Ray, Partha, 2006. "Basel II and bank lending behavior: some likely implications for monetary policy," MPRA Paper 3841, University Library of Munich, Germany. [Downloadable!]
    18. Craig Furfine, 2001. "Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions," Journal of Financial Services Research, Springer, vol. 20(1), pages 33-56, September. [Downloadable!] (restricted)
    19. Jokipii, Terhi & Milne, Alistair, 2009. "Bank Capital Buffer and Risk Adjustment Decisions," Working Papers 2009-9, Swiss National Bank. [Downloadable!]
    20. Das, Abhiman & Ghosh, Saibal, 2006. "Size, Non-performing Loan, Capital and Productivity Change: Evidence from Indian State-owned Banks," MPRA Paper 17396, University Library of Munich, Germany. [Downloadable!]
    21. Nachane, D M & Narain, Aditya & Ghosh, Saibal & Sahoo, Satyananda, 2001. "Bank response to capital requirements: Theory and Indian evidence," MPRA Paper 17453, University Library of Munich, Germany. [Downloadable!]
    22. Saibal Ghosh & D. M. Nachane & Aditya Narain & Satyananda Sahoo, 2003. "Capital requirements and bank behaviour: an empirical analysis of Indian public sector banks," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(2), pages 145-156. [Downloadable!]
    23. Abhiman Das, 2004. "Risk and Productivity Change of Public Sector Banks," Industrial Organization 0411002, EconWPA. [Downloadable!]
    24. Weber, Martin & Kleff, Volker, 2003. "How Do Banks Determine Capital? : Empirical Evidence for Germany," ZEW Discussion Papers 03-66, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    25. David VanHoose, 2008. "Bank Capital Regulation, Economic Stability, and Monetary Policy: What Does the Academic Literature Tell Us?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 36(1), pages 1-14, March. [Downloadable!] (restricted)
    26. Das, Abhiman & Ghosh, Saibal, 2004. "Risk, capital and operating efficiency: Evidence from Indian public sector banks," MPRA Paper 17399, University Library of Munich, Germany. [Downloadable!]
    27. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September. [Downloadable!]
    28. G.J. de Bondt & H.M. Prast, 1999. "Bank capital ratios in the 1990s: cross-country evidence," WO Research Memoranda (discontinued) 603, Netherlands Central Bank, Research Department.
    29. Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, EconWPA. [Downloadable!]
    30. Petr Teply & Milan Matejašák, 2007. "Regulation of Bank Capital and Behavior of Banks: Assessing the US and the EU-15 Region Banks in the 2000-2005 Period," Working Papers IES 2007/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2007. [Downloadable!]

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This page was last updated on 2010-1-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.